-91.6%
HTZ vs VSAT
+33.6%
-125.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -11.2% | +20.4% | +11.4% |
| 7D | +18.9% | -14.7% | +33.6% | +22.3% |
| 30D | +26.3% | -4.3% | +30.6% | +26.2% |
| 3M | +49.7% | -22.5% | +72.2% | +55.9% |
| 6M | -61.1% | +4.7% | -65.8% | -62.9% |
| YTD | -56.0% | +93.8% | -149.9% | -64.0% |
| 1Y | -66.4% | +79.8% | -146.3% | -72.1% |
| 3Y | -75.8% | +237.3% | -313.1% | -85.2% |
| 5Y | -93.1% | +2.7% | -95.7% | -94.2% |
| All | -91.6% | +33.6% | -125.2% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VSAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling